+209.7%
WELL vs CPRT
-25.5%
+235.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -0.8% | +2.2% | -3.0% | -1.1% |
| 30D | -0.1% | +16.6% | -16.7% | -2.3% |
| 3M | +18.0% | +9.6% | +8.4% | +16.3% |
| 6M | +15.0% | -11.1% | +26.1% | +16.5% |
| YTD | +28.6% | -13.9% | +42.5% | +30.7% |
| 1Y | +42.9% | -32.5% | +75.4% | +51.8% |
| All | +209.7% | -25.5% | +235.2% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling